HASAFUMA : Börstjänaren Hedgehog

archived programs
Year-to-Date
3.40%
Mar Performance
-32.26%
Min Investment
$ 60k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
42.94%
Sharpe (RFR=1%)
-0.04
CAROR
-8.39%
Assets
$ 140k
Worst DD
-70.57
S&P Correlation
-0.09

Growth of 1,000 - VAMI

Monthly Performance

Export Data
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Period Returns

Program / Index Mar Qtr YTD 1yr 3yr 5yr 10yr Since
5/2012
Börstjänaren Hedgehog -32.26 -3.40 -3.40 -37.70 -54.60 -51.72 - -45.45
S&P 500 1.79 13.07 13.07 7.33 36.22 49.85 - 114.13
+/- S&P 500 -34.05 -16.47 -16.47 -45.03 -90.82 -101.58 - -159.58

Strategy Description

Summary

BE REALISTIC: PLAN FOR A MIRACLE An Alternative Asset Manager Hallenborg & Sandström Fund Management AB (HASAFUMA.com) is an alternative wealth management company specializing in quant trading, trend following trading with global financial instruments, such as stocks, bonds,... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 60k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
Management Fee
2.00%
Performance Fee
20.00%
Average Commission
$0
Available to US Investors
Yes

Subscriptions

High Water Mark
Yes
Subscription Frequency
Daily
Redemption Frequency
7-14 Days
Investor Requirements
Any Investor
Lock-up Period
0

Trading

Trading Frequency
350 RT/YR/$M
Avg. Margin-to-Equity
10%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus
Diversified Traders

Holding Periods

Over 12 Months
5.00%
4-12 Months
5.00%
1-3 Months
10.00%
1-30 Days
80.00%
Intraday

Decision-Making

Discretionary
5.00%
Systematic
95.00%

Strategy

Trend-following
100.00%
Strategy Pie Chart

Composition

Grains
25.00%
Currency Futures
15.00%
Precious Metals
15.00%
Energy
15.00%
Livestock
15.00%
Softs
15.00%
Composition Pie Chart

Summary

BE REALISTIC: PLAN FOR A MIRACLE An Alternative Asset Manager Hallenborg & Sandström Fund Management AB (HASAFUMA.com) is an alternative wealth management company specializing in quant trading, trend following trading with global financial instruments, such as stocks, bonds, commodities, currencies, and indices. Founded in 2011 by Henrik Hallenborg and Thomas Sandström HASAFUMA addresses well-informed, risk-conscious investors. HASAFUMAs investment models are active in more than 50 international futures markets. To handle the large trading volumes the trading process is mainly computerized. The systems track the markets 24 hours to determine opportunities. By employing sophisticated systematic models based on algorithms rather than a fund managers belief about the future movements of the markets, we seek to profit from a statistically proven edge. By charting the actions of the market participants, detecting the psychology of the crowd, we seek to find situation where similar patterns tend to repeat themselves and thus gives us an edge to place our calculated “bets” in favorable situations. The trading models has been developed by statistical analysis of historical data of the futures markets. In applying the strategies to real trading a key aspect of the operation is the system’s ability to manage risk. The level of risk varies in HASAFUMAs programs and thus gives each investor the possibility to choose his own comfortable level. In general, the more risk, the higher is the possible return.

Investment Strategy

Hedgehog – a cute and prickly investment The Hedgehog model is trend following to its nature and hence trying to take advantage of the fact that the financial markets, such as commodities, currencies and stocks, move in trends, both up and down. The program trades long term trends up and down in a limited number of markets chosen with low mutual correlation. The model has no correlation to any index; the performance depends entirely on the manager’s ability to follow a trend, regardless of market conditions. The Hedgehog strategy is prickly and uncomfortable as a hedgehog’s skin; with an equity curve that can show long periods of drawdowns. But when you least expect it, there might be a strong jump, which within short takes the capital back to the sunny side again. Hedgehog is suited for experienced investors who are prepared to withstand a drawdown period that could last for one year or more and with losses of at least 20% every year, to allow for a spectacular return.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Reward
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.

Drawdown Report

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-70.57 48 - 3/1/2015 3/1/2019
-38.57 23 9 7/1/2012 6/1/2014
-1.15 1 2 1/1/0001 5/1/2012
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Consecutive Gains

Run-up Length (Mos.) Start End
72.11 2 6/1/2012 7/1/2012
51.25 5 11/1/2014 3/1/2015
42.61 2 1/1/2019 2/1/2019
28.17 2 3/1/2018 4/1/2018
25.57 2 5/1/2013 6/1/2013
25.21 1 9/1/2014 9/1/2014
23.33 1 2/1/2013 2/1/2013
11.70 1 7/1/2014 7/1/2014
11.22 2 12/1/2017 1/1/2018
8.08 1 1/1/2016 1/1/2016
5.50 1 10/1/2017 10/1/2017
5.19 3 11/1/2013 1/1/2014
4.56 1 12/1/2012 12/1/2012
4.45 2 8/1/2016 9/1/2016
4.11 1 9/1/2013 9/1/2013
3.55 1 6/1/2016 6/1/2016
3.55 1 6/1/2017 6/1/2017
0.47 1 4/1/2017 4/1/2017
0.24 1 11/1/2015 11/1/2015
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Consecutive Losses

Run-up Length (Mos.) Start End
-39.29 8 5/1/2018 12/1/2018
-32.26 1 3/1/2019 3/1/2019
-27.60 6 10/1/2016 3/1/2017
-25.20 7 4/1/2015 10/1/2015
-21.24 4 2/1/2016 5/1/2016
-20.60 2 7/1/2013 8/1/2013
-19.57 1 1/1/2013 1/1/2013
-19.22 4 8/1/2012 11/1/2012
-15.46 1 2/1/2018 2/1/2018
-15.36 5 2/1/2014 6/1/2014
-13.06 3 7/1/2017 9/1/2017
-12.06 2 3/1/2013 4/1/2013
-9.79 1 10/1/2013 10/1/2013
-8.80 1 10/1/2014 10/1/2014
-8.08 1 8/1/2014 8/1/2014
-4.91 1 12/1/2015 12/1/2015
-3.02 1 7/1/2016 7/1/2016
-2.96 1 11/1/2017 11/1/2017
-2.43 1 5/1/2017 5/1/2017
-1.15 1 5/1/2012 5/1/2012
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods83.0081.0078.0072.0066.0060.0048.0036.00
Percent Profitable37.3538.2730.7733.3328.7936.6710.428.33
Average Period Return-0.07-0.17-3.43-6.59-11.29-15.11-22.51-32.14
Average Gain10.2516.2722.2524.3625.3314.4845.7915.16
Average Loss-6.22-10.36-14.83-22.07-26.10-32.23-30.45-36.44
Best Period71.3070.1355.2764.0145.0441.0870.2417.29
Worst Period-32.26-21.83-32.56-37.70-44.65-53.91-57.26-70.57
Standard Deviation12.3918.3920.3126.3726.0326.4830.4419.12
Gain Standard Deviation13.9819.8815.7721.7211.3210.7531.621.87
Loss Standard Deviation5.365.747.779.2611.3715.1817.9513.08
Sharpe Ratio (1%)-0.01-0.02-0.19-0.29-0.49-0.65-0.84-1.89
Average Gain / Average Loss1.651.571.501.100.970.451.500.42
Profit / Loss Ratio0.980.970.670.550.390.260.170.04
Downside Deviation (10%)6.7210.1415.7623.3429.9935.8946.9056.90
Downside Deviation (5%)6.529.4614.2820.2725.1529.7535.8640.69
Downside Deviation (0%)6.479.2813.9119.5123.9828.2933.3537.00
Sortino Ratio (10%)-0.07-0.14-0.37-0.50-0.63-0.71-0.82-0.94
Sortino Ratio (5%)-0.02-0.04-0.27-0.37-0.51-0.58-0.71-0.89
Sortino Ratio (0%)-0.01-0.02-0.25-0.34-0.47-0.53-0.67-0.87

Top Performer Badges

Index Award Type Rank Performance Period
IASG CTA Index Month 1 29.83 2/2019
IASG CTA Index Month 1 29.83 2/2019
IASG CTA Index Month 1 29.83 2/2019
Trend Following Strategy Index Month 1 29.83 2/2019
Trend Following Strategy Index Month 1 29.83 2/2019
Trend Following Strategy Index Month 1 29.83 2/2019
Systematic Trader Index Month 1 29.83 2/2019
Systematic Trader Index Month 1 29.83 2/2019
Systematic Trader Index Month 1 29.83 2/2019
Diversified Trader Index Month 1 29.83 2/2019
Diversified Trader Index Month 1 29.83 2/2019
Diversified Trader Index Month 1 29.83 2/2019
Systematic Trader Index Month 1 29.80 2/2019
Diversified Trader Index Month 1 29.80 2/2019
IASG CTA Index Month 1 29.80 2/2019
Trend Following Strategy Index Month 1 29.80 2/2019
Trend Following Strategy Index Month 1 26.93 2/2015
IASG CTA Index Month 1 26.93 2/2015
Diversified Trader Index Month 1 26.93 2/2015
Systematic Trader Index Month 1 26.93 2/2015
Systematic Trader Index Month 1 26.64 12/2014
Diversified Trader Index Month 1 26.64 12/2014
IASG CTA Index Month 1 26.64 12/2014
Trend Following Strategy Index Month 1 26.64 12/2014
Trend Following Strategy Index Month 10 5.29 7/2013
Trend Following Strategy Index Month 4 7.19 6/2013
Systematic Trader Index Month 5 7.19 6/2013
Diversified Trader Index Month 6 7.19 6/2013
Trend Following Strategy Index Month 1 19.22 3/2013
Systematic Trader Index Month 1 19.22 3/2013
Diversified Trader Index Month 1 19.22 3/2013
Trend Following Strategy Index Month 8 0.86 10/2012
Diversified Trader Index Month 1 20.85 9/2012
Systematic Trader Index Month 1 20.85 9/2012
Trend Following Strategy Index Month 1 20.85 9/2012
Trend Following Strategy Index Month 1 16.67 8/2012
Systematic Trader Index Month 1 16.67 8/2012
Diversified Trader Index Month 2 16.67 8/2012

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.